Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314389.2183 | 226197.6644 | 88191.554 | 53897.7955 | -102560.4557 | 156458.2512 |
Total P&L (%) | 314.3892 | 226.1977 | 88.1916 | 53.8978 | -102.5605 | 156.4583 |
Avg Daily Profit (%) | 0.1638 | 0.1178 | 0.0459 | 0.0225 | 0 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101235 | -114229 | -58616 | -186196 | -251431 | -59541 |
Profit Factor | 1.3574 | 1.4421 | 1.2396 | 1.0542 | 0.8403 | 1.4432 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 48.9796 | 45.2055 | 52.7027 | 48.9796 | 45.2055 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.4139 | 1.748 | 1.1125 | 1.0981 | 1.0186 | 1.2952 |
Largest Winning Trade | 97733 | 97733 | 51738 | 65133 | 47716 | 65133 |
Largest Losing Trade | -51280 | -47512 | -51280 | -107064 | -107064 | -43299 |
Avg Bars in Trades | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Winners | 45 | 63 | 31 | 45 | 63 | 31 |
Avg Bars in Losers | 28 | 34 | 20 | 28 | 34 | 20 |
Bars Traded | 5424 | 3480 | 1944 | 5424 | 3480 | 1944 |
Profit Streak | 74.0955 | 80.7621 | 74.0955 | 74.0955 | 80.7621 | 74.0955 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313335 | -106493 | -195108 | -323931 | -651971 | -189689 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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